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Helping Smart Investors SucceedTue, 20 Mar 2018 02:00:37 +0000enhourly1http://wordpress.com/https://s2.wp.com/i/buttonw-com.pngcerebralworkshttps://cerebralworks.wordpress.com
Why Log Returnshttps://cerebralworks.wordpress.com/2014/11/02/why-log-returns/
https://cerebralworks.wordpress.com/2014/11/02/why-log-returns/#respondSun, 02 Nov 2014 13:34:55 +0000http://cerebralworks.wordpress.com/2014/11/02/why-log-returns/Quantivity: A reader recently asked an important question, one which often puzzles those new to quantitative finance (especially those coming from technical analysis, which relies upon price pattern analysis): Why use the logarithm of returns, rather than price or raw returns? The answer is several fold, each of whose individual importance varies…]]>